Published February 2015 | Version v1
Journal article

Global convergence of damped semismooth Newton methods for ℓ1 Tikhonov regularization

  • 1. Institut für Mathematik, Johannes Gutenberg-Universität Mainz, D-55099 Mainz (Germany)

Description

We are concerned with Tikhonov regularization of linear ill-posed problems with ℓ1 coefficient penalties. Griesse and Lorenz (2008 Inverse Problems 24 035007) proposed a semismooth Newton method for the efficient minimization of the corresponding Tikhonov functionals. In the class of high-precision solvers for such problems, semismooth Newton methods are particularly competitive due to their superlinear convergence properties and their ability to solve piecewise affine equations exactly within finitely many iterations. However, the convergence of semismooth Newton schemes is only local in general. In this work, we discuss the efficient globalization of B(ouligand)-semismooth Newton methods for ℓ1 Tikhonov regularization by means of damping strategies and suitable descent with respect to an associated merit functional. Numerical examples are provided which show that our method compares well with existing iterative, globally convergent approaches. (paper)

Availability note (English)

Available from http://dx.doi.org/10.1088/0266-5611/31/2/025005

Additional details

Publishing Information

Journal Title
Inverse Problems
Journal Volume
31
Journal Issue
2
Journal Page Range
[31 p.]
ISSN
0266-5611
CODEN
INVPET

INIS

Country of Publication
United Kingdom
Country of Input or Organization
International Atomic Energy Agency (IAEA)
INIS RN
46042259
Subject category
S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS;
Descriptors DEI
ACCURACY; COMPARATIVE EVALUATIONS; CONVERGENCE; DAMPING; EQUATIONS; FUNCTIONALS; MINIMIZATION; NEWTON METHOD
Descriptors DEC
CALCULATION METHODS; EVALUATION; FUNCTIONS; ITERATIVE METHODS; OPTIMIZATION